On Thu, Sep 30, 2010 at 2:28 PM, James Phillips <zunzun@zunzun.com> wrote:
> On Tue, Sep 28, 2010 at 10:46 AM, <josef.pktd@gmail.com> wrote:
>>>> One of the main work for fitting is getting good starting values for
>> individual distributions...
>> Attached is source code that uses Robert Kern's sandbox version of the
> Differential Evolution genetic algorithm (diffev.py) to find starting
> parameters of loc and scale, it works well in my tests. I plan to use
> this approach on the zunzun.com web site, having no better general
> options than this one at the moment. Note that I have slightly
> modified Robert's code so that I can pass in a stopping criteria, that
> file is also attached.
interesting,
Why did you choose to minimize the squared difference of quantiles,
instead of the negative log-likelihood in the diffev ?
Josef
>> James
>> _______________________________________________
> SciPy-Dev mailing list
>SciPy-Dev@scipy.org>http://mail.scipy.org/mailman/listinfo/scipy-dev>>